Hi, I’m trying the same and I got stuck at the same point.
I think the problem due to no retrieve results is because the _VenueCity value is a meta from the post type ‘tribe_venue’ and not form the post type ‘tribe_event’.
The key is from _VenueCity get the ID post form his tribe_venue, and then get the ID from the tribe_event from the meta ‘_EventVenueID’ that connect the event with the venue post.
The problem that I have is also in the setup_query_args() funtion.
Here, like in your case, I get the diferent cities but when I try to make another query inside this funciotn to get the event ID, the search crash and seem don’t work.
Maybe is also your problem. Finally you get a solution to complete your script? I am aslo very interested in found a way to do this.
Greetings